Your Current Location : Fund Card : Risk Analysis |
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HDFC Hybrid Debt Fund (Q) IDCW |
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[Hybrid: Conservative] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Hybrid Debt Fund (G) |
3.95% |
0.9083 |
3.0265% |
38.6520% |
0.2533 |
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High Watermark Gain Stream (%) |
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Maximum Drawdown Loss Stream (%) |
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Gain Loss Ratio = 0.00 |
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Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
HDFC Hybrid Debt Fund (G) |
3.4546% |
0.0000 |
0.0307 |
4.2416% |
1.2678 |
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Up Capture v/s Down Capture |
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